Investment and hedging under a stochastic yield curve : A two-state-variable, multi-factor model
Year of publication: |
1993
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---|---|
Authors: | Poncet, Patrice ; Portait, Roland |
Published in: |
European Economic Review. - Elsevier, ISSN 0014-2921. - Vol. 37.1993, 5, p. 1127-1147
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Publisher: |
Elsevier |
Saved in:
Online Resource
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